The Fascination of Probability, Statistics and their Applications, Softcover reprint of the original 1st ed. 2016 In Honour of Ole E. Barndorff-Nielsen
Coordonnateurs : Podolskij Mark, Stelzer Robert, Thorbjørnsen Steen, Veraart Almut E. D.
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.
The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems.
The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.
Mark Podolskij since 2014 Full Professor at Aarhus University; 2010-2014 Full Professor at Heidelberg University; PostDoc: 2008-2010 ETH Zurich, 2007-2008 University of Aarhus; 2006: PhD at Ruhr-University of Bochum. Research interests: Asymptotic theory for high frequency data, inference for stochastic processes, semimartingales, stochastic analysis, Malliavin calculus, Stein's method.
Robert Stelzer since 2011 Full Professor and Director of the Institute of Mathematical Finance at Ulm University; 2008-2011 Carl-von-Linde Junior Fellow at the Institute for Advanced Study, TU Munich; 2007: PhD at TU Munich. Research interests: Financial mathematics, stochastic volatility models, stochastic processes, Lévy processes, (multivariate) time series analysis, random matrices, extreme value theory.
Steen Thorbjørnsen since 2006 Associate Professor at the University of Aarhus; 2003-2006 Associate Professor at the University of Southern Denmark; 2000-2003 Assistant Professor at the University of Southern Denmark; 1999 Ph.D at the University of Southern Denmark. Research interests: Free probability theory, Random matrices, Lévy processes and bases, operator algebras.
Almut E. D. Veraart since 2014 Reader in Statistics at Imperial College London; 2011-2014 Lecturer in Statistics at Imperial College London; 2010-2011 Assistant Professor, Aarhus University, 2007-2010 Postdoc, Aarhus University; 2008: DPhil in Statistics at University of Oxford. Research interests: Statistical inference for stochastic processes, applied probability, financial econometrics, financial mathematics; stochastic volatility models, Lévy processes, high frequency data, ambit stochastics, stochastic modelling of energy markets.
Honors the numerous scientific achievements of Ole E. Barndorff-Nielsen on the occasion of his 80th birthday
Presents fascinating current research results regarding the theory of probability, statistics, as well as their applications
Includes contributions by international experts
Includes supplementary material: sn.pub/extras
Date de parution : 01-2016
Ouvrage de 527 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierDate de parution : 03-2018
Ouvrage de 527 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierThèmes de The Fascination of Probability, Statistics and their... :
Mots-clés :
Barndorff-Nielsen; Levy Processes; Exponential Families; Financial Econometrics; Infinitely Divisible Distributions; Mathematical Finance; Statistics of Stochastic Processes; Stochastic Partial Differential Equations; Turbulence; Time Series; Stochastic Analysis; Risk Measurement; 60Gxx; 62Mxx; 60E07; 76F55; 62P35; 62P05; 91BXX; 62P20; 62Fxx; 62Gxx; 60F05; 60Jxx 60Hxx; 62-03; A65; quantitative finance
